Extreme-Value Graphical Models With Multiple Covariates
To assess the risk of extreme events such as hurricanes, earthquakes, and floods, it is crucial to develop accurate extreme-value statistical models. Extreme events often display heterogeneity (i.e., nonstationarity), varying continuously with a number of covariates. Previous studies have suggested...
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Main Authors: | Yu, Hang, Dauwels, Justin, Jonathan, Philip |
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Other Authors: | School of Electrical and Electronic Engineering |
Format: | Article |
Language: | English |
Published: |
2018
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/89366 http://hdl.handle.net/10220/44846 |
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Institution: | Nanyang Technological University |
Language: | English |
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